Associate/AVP, Quantitative Strategies Group

About the role

Cross River builds the infrastructure behind the world's most innovative financial products. Our technology and capital solutions power payments, cards, lending, and digital asset capabilities that move money safely, instantly, and inclusively - trusted by leading fintechs, enterprises, and disruptors across the globe. Our mission is simple: to build the financial infrastructure that expands access and opportunity for all. Guided by a culture of collaboration, curiosity, and purpose, Cross River has been named one of American Banker's Best Places to Work in Fintech year after year. Whether you're designing code, solving regulatory puzzles, or developing strategy, you'll join a team where innovation and integrity drive everything we do - and where your work helps shape the future of finance.

Responsibilities

• Work closely with SPG and PFG to provide quantitative and analytical insights across investment opportunities, ABS securitizations, and structured credit transactions - from deal inception through execution
• Support capital commitment objectives through systematic underwriting of investment opportunities. Deliver refined and polished views on analytics, base/stress assumptions, and cashflow models that accurately capture the risk/reward dynamics of potential trades
• Support investment advisory mandates by producing market-ready analytics, comparative deal analyses, and performance benchmarks that help articulate differentiated value proposition to clients and counterparties
• Develop and maintain analytical frameworks to evaluate collateral pools, form views on key pricing assumptions (e.g., prepayment speeds, default/loss curves), and deliver actionable insights that inform deal economics and structuring decisions
• Translate quantitative outputs into clear/concise narratives and presentation materials that support pitch efforts, client discussions, and internal committees
• Partner with the team to identify, prioritize, and integrate high-impact AI use cases across workflows. Explore and implement AI-driven approaches to collateral analysis using LLMs and Python based tools
• Partner with other functions within CSG and across the bank to ensure consistency in assumptions, methodologies, and market intelligence used across the group

Requirements

• Master's degree in financial engineering, math, statistics, computer science, or any another quantitative/analytical field required
• 3+ years of experience in Structured Finance, Securitization, or broader Fixed Income markets is required. Direct exposure to ABS products is strongly preferred
• Strong understanding of cashflow modeling and securitization mechanics - deal waterfalls, tranche structures, collateral performance analysis is preferred
• Proficiency in advanced excel & programming is required for this role. Hands-on experience in Python & SQL is critical for success
• Excellent communication and presentation skills - ability to distill complex analytics into clear, persuasive narratives for both internal stakeholders and external counterparties
• Builder's mentality - someone who doesn't just use existing tools but actively seeks to improve how the team works by introducing new technologies, frameworks, and AI-driven efficiencies
• Ability to thrive in a fast-paced, deal-driven environment with competing priorities and tight turnaround times
• Detail-oriented with strong organizational skills and a proactive, ownership-driven mindset
• #LI-JJ1 #LI-Hybrid #LI-Onsite
• Salary Range: $150,000.00 - $190,000.00
• Cross River is an Equal Opportunity Employer. Cross River does not discriminate on the basis of race, religion, color, sex, gender identity, sexual orientation, age, non-disqualifying physical or mental disability, national origin, vete

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